-77.3%
CLSK vs PDD
+199.6%
-277.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.6% | -4.5% |
| 7D | -19.4% | -1.0% | -18.4% | -19.5% |
| 30D | -37.4% | -2.4% | -35.0% | -37.4% |
| 3M | -43.3% | -14.6% | -28.7% | -41.2% |
| 6M | -53.7% | -19.6% | -34.1% | -51.7% |
| YTD | -35.1% | -30.0% | -5.1% | -29.4% |
| 1Y | -56.3% | -42.5% | -13.8% | -49.7% |
| 3Y | +75.7% | -27.2% | +102.9% | +79.9% |
| 5Y | -67.7% | -8.2% | -59.4% | -72.4% |
| All | -77.3% | +199.6% | -277.0% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling